ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 02-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
18.74 |
18.66 |
-0.08 |
-0.4% |
16.98 |
High |
18.91 |
18.75 |
-0.16 |
-0.8% |
18.68 |
Low |
18.62 |
18.38 |
-0.24 |
-1.3% |
16.78 |
Close |
18.74 |
18.57 |
-0.17 |
-0.9% |
18.25 |
Range |
0.29 |
0.37 |
0.08 |
27.6% |
1.90 |
ATR |
0.44 |
0.44 |
-0.01 |
-1.2% |
0.00 |
Volume |
32,195 |
14,436 |
-17,759 |
-55.2% |
103,062 |
|
Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19.68 |
19.49 |
18.77 |
|
R3 |
19.31 |
19.12 |
18.67 |
|
R2 |
18.94 |
18.94 |
18.64 |
|
R1 |
18.75 |
18.75 |
18.60 |
18.66 |
PP |
18.57 |
18.57 |
18.57 |
18.52 |
S1 |
18.38 |
18.38 |
18.54 |
18.29 |
S2 |
18.20 |
18.20 |
18.50 |
|
S3 |
17.83 |
18.01 |
18.47 |
|
S4 |
17.46 |
17.64 |
18.37 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23.60 |
22.83 |
19.30 |
|
R3 |
21.70 |
20.93 |
18.77 |
|
R2 |
19.80 |
19.80 |
18.60 |
|
R1 |
19.03 |
19.03 |
18.42 |
19.42 |
PP |
17.90 |
17.90 |
17.90 |
18.10 |
S1 |
17.13 |
17.13 |
18.08 |
17.52 |
S2 |
16.00 |
16.00 |
17.90 |
|
S3 |
14.10 |
15.23 |
17.73 |
|
S4 |
12.20 |
13.33 |
17.21 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20.32 |
2.618 |
19.72 |
1.618 |
19.35 |
1.000 |
19.12 |
0.618 |
18.98 |
HIGH |
18.75 |
0.618 |
18.61 |
0.500 |
18.57 |
0.382 |
18.52 |
LOW |
18.38 |
0.618 |
18.15 |
1.000 |
18.01 |
1.618 |
17.78 |
2.618 |
17.41 |
4.250 |
16.81 |
|
|
Fisher Pivots for day following 02-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
18.57 |
18.64 |
PP |
18.57 |
18.62 |
S1 |
18.57 |
18.59 |
|